Comparison of Open and Closed-loop Sensitivities for Systems with Stochastic Inputs

Authors

V. V. S. Sarma, Indian Institute of Science, Bangalore, IndiaFollow
Sahjendra N. Singh, University of Nevada, Las VegasFollow

Document Type

Article

Publication Date

4-1970

Publication Title

IEEE Transactions on Automatic Control

Volume

AC-15

First page number:

253

Last page number:

254

Abstract

For a stable linear system with a random input, expressions are derived for open- and closed-loop trajectory sensitivity. A condition is derived under which a closed-loop system is superior to the open-loop system.

Keywords

Automatic control; Control systems; Controllability; Eigenvalues and eigenfunctions; Feedback; Kalman filters; Linear systems; Optimal control; Random processes; Stochastic systems

Disciplines

Controls and Control Theory | Electrical and Computer Engineering | Electronic Devices and Semiconductor Manufacturing | Other Electrical and Computer Engineering | Power and Energy | Signal Processing | Systems and Communications

Language

English

Permissions

Use Find in Your Library, contact the author, or use interlibrary loan to garner a copy of the article. Publisher copyright policy allows author to archive post-print (author’s final manuscript). When post-print is available or publisher policy changes, the article will be deposited

Repository Citation

Sarma, V. V., Singh, S. N. (1970). Comparison of Open and Closed-loop Sensitivities for Systems with Stochastic Inputs. IEEE Transactions on Automatic Control, AC-15 253-254.